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Search: subject:"Mixed-integer semidefinite optimization"
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European journal of operational research : EJOR
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Cardinality-constrained distributionally robust portfolio optimization
Kobayashi, Ken
;
Takano, Yuichi
;
Nakata, Kazuhide
- In:
European journal of operational research : EJOR
309
(
2023
)
3
,
pp. 1173-1182
Persistent link: https://www.econbiz.de/10014435005
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Presolving for
mixed-integer
semidefinite
optimization
Matter, Frederic
;
Pfetsch, Marc E.
- In:
INFORMS journal on optimization
5
(
2023
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10014290783
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